+823.3%
SPYM vs EFV
+241.2%
+582.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +0.6% | +1.0% | -0.4% | 0.0% |
| 30D | -0.9% | +0.2% | -1.1% | -1.0% |
| 3M | +3.9% | +9.6% | -5.7% | -1.9% |
| 6M | +14.5% | +14.0% | +0.5% | +5.4% |
| YTD | +13.0% | +18.5% | -5.5% | +1.4% |
| 1Y | +19.4% | +27.9% | -8.5% | +2.2% |
| 3Y | +78.9% | +92.4% | -13.6% | +18.3% |
| 5Y | +82.3% | +97.2% | -14.8% | +18.7% |
| 10Y | +314.7% | +163.0% | +151.7% | +127.7% |
| All | +823.3% | +241.2% | +582.1% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling